Beaten finalist Andy Murray said he was keen to be reunited with his pregnant wife Kim after describing his Australian Open experience as "hard".
The pair's first child is due in the next two weeks and the Briton went to the airport soon after his straight-sets defeat by Novak Djokovic.
"I'm proud I got into this position," said the world number two, who suffered his fifth final defeat in Melbourne.
"I'm just quite looking forward to getting home now."
Murray, 28, was beaten 6-1 7-5 7-6 (7-3) by world number one Djokovic, who claimed his sixth Australian Open title, tying the record of Australia's Roy Emerson.
"Regardless of today's result, it's been hard," added Murray, who thanked his wife for allowing him to play in Melbourne.
"Had I lost in the third or fourth round, it still would have been difficult with everything that happened, but she's been amazing and handled everything unbelievably well.
"I have to thank her for allowing me to play and stay here with everything that was going on. It was tough."
There was an added incentive to return home early when his father-in-law Nigel Sears, who coaches Ana Ivanovic, collapsed while watching the Serb at Melbourne Park.
"It was the closest I've been to leaving a Grand Slam," said Murray. "It was a tough couple of days, but thankfully he's fine now."
The Scot left Rod Laver Arena with the local time past 23:00 to carry out his media duties, before heading for the airport.
"It feels like for five days I've been held on almost every single flight," he said. "The first one out of here, I'm leaving."
'Proud of the way I fought'
Murray earned the unenviable record of becoming only the second player since tennis turned professional in 1968 to finish runner-up at the same Grand Slam five times.
While the Scot made early errors, world number one Djokovic raced into a 5-0 lead and would never relinquish control of the match. The Serb moves level with Australian Rod Laver and Bjorn Borg of Sweden on 11 Grand Slam titles.
"I started the last couple of matches quite slowly," he said. "I think understandably in some respects.
"Obviously it's not good to begin matches like that against someone like Novak, but I'm proud of the way I fought and managed to get myself back into the match and create chances for myself."
The former Wimbledon and US Open champion has now lost 11 of his past 12 matches against 28-year-old Djokovic.
"I don't know how far off I was tonight," said Murray.
"The first set, I wasn't there, but the second and third sets I do think were very close. I do think I could have played a bit better.
"Most of the matches we've played in Slams, I think, have been competitive. Whether that looks the same from the outside or not, I don't know."
Russell Fuller, BBC tennis correspondent
"Allowing Djokovic a 6-1 head start is like giving Usain Bolt a 10m start in a 100m sprint.
"Djokovic played another immaculate first set but Murray was very sluggish and only discovered his best when he went a break down midway through the second set.
"Murray attacked gloriously and his net play become more of a threat as he broke back and got to within two points of squaring the match.
"But Djokovic did not offer any encouragement. He was again magnificent all night long - too consistent and too strong for even the second best player in the world."
|66||First serve %||64|
|74||First serve pts won %||68|
|53||Second serve pts won %||35|
|5/12||Break points converted||2/6|